No Arabic abstract
An invariant ensemble of $Ntimes N$ random matrices can be characterised by a joint distribution for eigenvalues $P(lambda_1,cdots,lambda_N)$. The study of the distribution of linear statistics, i.e. of quantities of the form $L=(1/N)sum_if(lambda_i)$ where $f(x)$ is a given function, appears in many physical problems. In the $Ntoinfty$ limit, $L$ scales as $Lsim N^eta$, where the scaling exponent $eta$ depends on the ensemble and the function $f$. Its distribution can be written under the form $P_N(s=N^{-eta},L)simeq A_{beta,N}(s),expbig{-(beta N^2/2),Phi(s)big}$, where $betain{1,,2,,4}$ is the Dyson index. The Coulomb gas technique naturally provides the large deviation function $Phi(s)$, which can be efficiently obtained thanks to a thermodynamic identity introduced earlier. We conjecture the pre-exponential function $A_{beta,N}(s)$. We check our conjecture on several well controlled cases within the Laguerre and the Jacobi ensembles. Then we apply our main result to a situation where the large deviation function has no minimum (and $L$ has infinite moments)~: this arises in the statistical analysis of the Wigner time delay for semi-infinite multichannel disordered wires (Laguerre ensemble). The statistical analysis of the Wigner time delay then crucially depends on the pre-exponential function $A_{beta,N}(s)$, which ensures the decay of the distribution for large argument.
Invariant ensembles of random matrices are characterized by the distribution of their eigenvalues ${lambda_1,cdots,lambda_N}$. We study the distribution of truncated linear statistics of the form $tilde{L}=sum_{i=1}^p f(lambda_i)$ with $p<N$. This problem has been considered by us in a previous paper when the $p$ eigenvalues are further constrained to be the largest ones (or the smallest). In this second paper we consider the same problem without this restriction which leads to a rather different analysis. We introduce a new ensemble which is related, but not equivalent, to the thinned ensembles introduced by Bohigas and Pato. This question is motivated by the study of partial sums of proper time delays in chaotic quantum dots, which are characteristic times of the scattering process. Using the Coulomb gas technique, we derive the large deviation function for $tilde{L}$. Large deviations of linear statistics $L=sum_{i=1}^N f(lambda_i)$ are usually dominated by the energy of the Coulomb gas, which scales as $sim N^2$, implying that the relative fluctuations are of order $1/N$. For the truncated linear statistics considered here, there is a whole region (including the typical fluctuations region), where the energy of the Coulomb gas is frozen and the large deviation function is purely controlled by an entropic effect. Because the entropy scales as $sim N$, the relative fluctuations are of order $1/sqrt{N}$. Our analysis relies on the mapping on a problem of $p$ fictitious non-interacting fermions in $N$ energy levels, which can exhibit both positive and negative effective (absolute) temperatures. We determine the large deviation function characterizing the distribution of the truncated linear statistics, and show that, for the case considered here ($f(lambda)=1/lambda$), the corresponding phase diagram is separated in three different phases.
Using the properties of random M{o}bius transformations, we investigate the statistical properties of the reflection coefficient in a random chain of lossy scatterers. We explicitly determine the support of the distribution and the condition for coherent perfect absorption to be possible. We show that at its boundaries the distribution has Lifshits-like tails, which we evaluate. We also obtain the extent of penetration of incoming waves into the medium via the Lyapunov exponent. Our results agree well when compared to numerical simulations in a specific random system.
We analyse dynamical large deviations of quantum trajectories in Markovian open quantum systems in their full generality. We derive a {em quantum level-2.5 large deviation principle} for these systems, which describes the joint fluctuations of time-averaged quantum jump rates and of the time-averaged quantum state for long times. Like its level-2.5 counterpart for classical continuous-time Markov chains (which it contains as a special case) this description is both {em explicit and complete}, as the statistics of arbitrary time-extensive dynamical observables can be obtained by contraction from the explicit level-2.5 rate functional we derive. Our approach uses an unravelled representation of the quantum dynamics which allows these statistics to be obtained by analysing a classical stochastic process in the space of pure states. For quantum reset processes we show that the unravelled dynamics is semi-Markov, and derive bounds on the asymptotic variance of the number of quantum jumps which generalise classical thermodynamic uncertainty relations. We finish by discussing how our level-2.5 approach can be used to study large deviations of non-linear functions of the state such as measures of entanglement.
The exact statistics of an arbitrary quantum observable is analytically obtained. Due to the probabilistic nature of a sequence of intermediate measurements and stochastic fluctuations induced by the interaction with the environment, the measurement outcomes at the end of the systems evolution are random variables. Here, we provide the exact large-deviation form of their probability distribution, which is given by an exponentially decaying profile in the number of measurements. The most probable distribution of the measurement outcomes in a single realization of the system transformation is then derived, thus achieving predictions beyond the expectation value. The theoretical results are confirmed by numerical simulations of an experimentally reproducible two-level system with stochastic Hamiltonian.
Diffusion of impenetrable particles in a crowded one-dimensional channel is referred as the single file diffusion. The particles do not pass each other and the displacement of each individual particle is sub-diffusive. We analyse a simple realization of this single file diffusion problem where one dimensional Brownian point particles interact only by hard-core repulsion. We show that the large deviation function which characterizes the displacement of a tracer at large time can be computed via a mapping to a problem of non-interacting Brownian particles. We confirm recently obtained results of the one time distribution of the displacement and show how to extend them to the multi-time correlations. The probability distribution of the tracer position depends on whether we take annealed or quenched averages. In the quenched case we notice an exact relation between the distribution of the tracer and the distribution of the current. This relation is in fact much more general and would be valid for arbitrary single file diffusion. It allows in particular to get the full statistics of the tracer position for the symmetric simple exclusion process (SSEP) at density 1/2 in the quenched case.